This is a very tricky area. Technically, you and your husband both have custody rights until there is a divorce judgment or custody order of some kind. This means that either of you could leave the state with the children. If you do so, he could certainly take the kids from you and bring them back to Missouri. In other words, with no order in place, you BOTH can do whatever you want to.
Another issue is that once you move to a new state, that state will have a different law about when you can even file for divorce. Here in Oregon you have to have been living here for 6 months before you can file for divorce. And, this can be much longer when there are children involved.
I would suggest that you find an attorney in the state you are planning on moving to. Create a list of questions you have (like the ones above) and then sit down with the attorney for an initial consultation. Ask all of your questions then so you can get the specific information you need to make an informed decision.
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